+1,097.3%
XLI vs ORLY
+11,342.7%
-10,245.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | -7.3% | -6.8% | -0.5% | -5.5% |
| 3M | -1.3% | -4.8% | +3.4% | -0.4% |
| 6M | +2.2% | -9.1% | +11.3% | +4.3% |
| YTD | +11.7% | -5.9% | +17.6% | +12.7% |
| 1Y | +14.3% | -20.4% | +34.7% | +20.5% |
| 3Y | +70.3% | +36.6% | +33.8% | +52.9% |
| 5Y | +82.3% | +117.3% | -35.0% | +42.1% |
| 10Y | +258.4% | +362.7% | -104.3% | +121.5% |
| All | +1,097.3% | +11,342.7% | -10,245.4% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ORLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling